Luz R. Sotomayor
Finance · 2009–2011
A researcher in the Science corpus: 2 papers; trusts 6 researchers and is trusted by 2 researchers here, as inferred from the citation graph.
Subfields
- Finance — 14 citations into it; #9,228 of 10,518 by trust here, #9,027 by citations
- Economics and Econometrics — 9 citations into it; #20,194 of 23,481 by trust here, #21,405 by citations
- Demography — 7 citations into it
Whom Luz R. Sotomayor trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Luz R. Sotomayor overall
Papers from Luz R. Sotomayor's perspective
Ordered by how strongly the researchers Luz R. Sotomayor trusts endorse each paper. Same corpus, a different order for every researcher.
- Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model (SIAM Journal of Control and Optimization)
- American options with regime switching
- Optimal portfolio choice for unobservable and regime-switching mean returns
- Nearly-Optimal Asset Allocation in Hybrid Stock Investment Models
- Some optimal stopping problems with nontrivial boundaries for pricing exotic options (Journal of Applied Probability)
- A Regime-Switching Model for European Options
- Stock Market Wealth and Consumption
- An explicit solution to an optimal stopping problem with regime switching (Journal of Applied Probability)
- On optimal stopping and free boundary problems
- The Pricing of Options and Corporate Liabilities